HAL Id: inria-00075490
https://hal.inria.fr/inria-00075490
Submitted on 24 May 2006
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Expansion of the global error for numerical schemes
solving stochastic differential equations
Denis Talay, Luciano Tubaro
To cite this version:
Denis Talay, Luciano Tubaro. Expansion of the global error for numerical schemes solving stochastic differential equations. [Research Report] RR-1069, INRIA. 1989. �inria-00075490�